+63.3%
LIN vs PBR
+494.6%
-431.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | +0.2% | -16.0% | +16.2% | +1.7% |
| 30D | +6.5% | -22.8% | +29.2% | +8.8% |
| 3M | +5.5% | +3.0% | +2.5% | +4.6% |
| 6M | +3.3% | -8.1% | +11.4% | +3.6% |
| YTD | +22.0% | +63.1% | -41.1% | +14.7% |
| 1Y | +25.7% | +59.3% | -33.5% | +18.4% |
| 3Y | +36.2% | +66.1% | -29.9% | +26.5% |
| All | +63.3% | +494.6% | -431.3% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling